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subject:"United Kingdom"
~accessRights:"restricted"
~isPartOf:"Working paper"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"United States"
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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
-
2017
-
This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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